While using a certain data supplier I never had any problems getting filled at my determined prices. But recently I changed brokers which caused me to change data providers and I have noticed that I am not being filled at my stop price or target/stops either.
I am aware how stops work and that it is best price after the trigger price however my order fills have gone from being filled about 90% on order price to about 40% filled on trigger price.
My question is if the data provider could be the reason?
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